Building Trust in PINNs: Error Estimation through Finite Difference Methods

Physics-informed neural networks (PINNs) combine machine learning with physical laws to solve differential equations. While existing results provide rigorous a posteriori upper bounds for PINN prediction errors, complete certification also requires complementary lower information in order to obtain computable two-sided error enclosures. In this paper, we derive computable a posteriori lower bounds for PINN errors in ordinary differential equations on suitable certified state-space domains under a localized strong monotonicity condition. We combine these estimates with complementary localized upper bounds under a one-sided Lipschitz condition, which is weaker than the global Lipschitz assumption used in previous work and can yield sharper upper error bands. The resulting bounds depend only on the neural-network approximation, the ODE residual, and local monotonicity and growth constants, and therefore do not require access to the exact solution. For linear time-invariant and time-varying systems, we further derive explicit formulas in terms of the minimal and maximal eigenvalues of the symmetric part of the system matrix. We also discuss the distinction between soft and hard enforcement of initial conditions in PINNs and explain why exact enforcement can make the scalar lower certificate uninformative. To recover nontrivial lower information in the linear setting, we use a signed-residual finite-probe certificate based on coordinate unit vectors. We also formulate a certificate-informed training strategy in which the propagated upper certificate is used as an auxiliary regularizer, while lower certificates remain post-training diagnostics. Altogether, the proposed framework provides rigorous and practically computable error certificates for PINN approximations of ODEs, while making explicit the domains and model classes for which the assumptions can be verified.

Physics-Informed Neural Networks (PINNs) are a common class of machine learning-based partial differential equation (PDE) solvers which train a network to represent a solution by minimizing a residual loss that encodes the PDE. Despite their successes, they are known to fail on certain simple equations, converging to an incorrect solution despite low loss. These failure modes have garnered significant attention in the literature over the past several years, motivating both architectural and optimization based solutions. By directly visualizing the residual, we show that failure modes are the result of overfitting: the loss is minimized on the collocation points, but not elsewhere. Applying regularization causes the failure modes to vanish. Finally, we extend double backpropagation over the full set of residuals, and use it to achieve state-of-the-art performance on four standard failure mode equations with up to $23\times$ fewer collocation points and a vanilla architecture.

We propose a linearized Physics-Informed Neural Network (lPINN), a reduced-order neural basis method for forward and inverse differential equations. In an offline stage, lPINN learns operator-compatible continuous neural basis functions from an ensemble of numerical solutions. The basis functions are differentiable through automatic differentiation and are pretrained using solution data together with either derivative information or physics residuals. For each new problem instance, the basis functions are frozen and the solution is obtained by minimizing the governing-equation residual together with applicable initial, boundary, regularization, and observational terms. Unlike surrogate and operator-learning methods, the training data define the trial space offline, while the instance-specific solution is computed online by enforcing the governing physics. Relative to vanilla PINNs, lPINN pretrains the nonlinear hidden-layer representation offline and performs online inference only in the final linear layer. We evaluate lPINN on forward and inverse problems for the advection-diffusion equation, Burgers' equation, and the nonlinear pendulum equation. Compared with vanilla PINNs, lPINN achieves lower solution and parameter errors while reducing online inference times by approximately one to more than three orders of magnitude, with the largest gains generally observed for limited residual or measurement data. Cross-resolution experiments show that the learned continuous representation can be evaluated on finer meshes without retraining and with nearly unchanged accuracy.